RiskResponse

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "#/components/schemas/RiskResponse",
  "title": "RiskResponse",
  "type": "object",
  "description": "Portfolio risk analytics",
  "properties": {
    "portfolioId": {
      "type": "string",
      "example": "PORT-12345"
    },
    "asOfDate": {
      "type": "string",
      "format": "date"
    },
    "valueAtRisk95": {
      "type": "number",
      "format": "double",
      "description": "95% confidence level 1-day Value at Risk (decimal)",
      "example": 0.0142
    },
    "valueAtRisk99": {
      "type": "number",
      "format": "double",
      "description": "99% confidence level 1-day Value at Risk (decimal)",
      "example": 0.0218
    },
    "trackingError": {
      "type": "number",
      "format": "double",
      "description": "Annualized tracking error vs benchmark (decimal)",
      "example": 0.0315
    },
    "beta": {
      "type": "number",
      "format": "double",
      "description": "Portfolio beta relative to benchmark",
      "example": 1.02
    },
    "modifiedDuration": {
      "type": "number",
      "format": "double",
      "description": "Portfolio modified duration (for fixed income)",
      "example": 5.43
    },
    "exposures": {
      "type": "object",
      "description": "Factor exposure breakdown",
      "properties": {
        "marketExposure": {
          "type": "number",
          "format": "double"
        },
        "creditExposure": {
          "type": "number",
          "format": "double"
        },
        "currencyExposure": {
          "type": "number",
          "format": "double"
        }
      }
    }
  }
}